The main function is drgee
, which estimates a parameter
\(\beta\) in a model defined as
\(g\{E(Y|A,L)\}-g\{E(Y|A=0,L)\}=\beta^T \{A\cdot X(L)\}\). By supplying (nuisance) models for
\(g\{E(Y|A=0,L)\)
and \(E(A|L)\), a consistent estimate of \(\beta\) is
obtained when at least one of these models is correctly specified.
In the function drgee
, three estimation methods are
implemented:
O-estimation, where a model for \(g\{E(Y|A=0,L)\) is used;
E-estimation, where a model for \(E(A|L)\) is used; and
DR-estimation where models for both \(g\{E(Y|A=0,L)\) and
\(E(A|L)\) are used.
The function gee
is an implementation of standard GEE with
independent working correlation matrix.
For conditional methods with clustered data, cluster-specific intercepts are assumed in all models.
The function drgeeData
is used for extraction and manipulation
of data, and is called by drgee
and gee
.
The function RobVcov
is used to calculate standard errors of
the estimates, given a vector of the residuals from estimating
equations, the Jacobian, and a cluster-identifying variable.
The function findRoots
solves a system of non linear equations.